Anatoliy Belaygorod

Adjunct Lecturer

Anatoliy Belaygorod

Anatoliy Belaygorod

Dr. Belaygorod is Vice President Quantitative Risk, Financial Markets at Reinsurance Group of America, Inc. Professor Belaygorod's work involves risk management, model building for fixed income risks, pricing derivative securities and producing interest rate scenarios for Asset-Liability Management and use by pricing actuaries.

Area of Expertise

Option Pricing, Statistics/Econometrics

Education

  • Ph D 2006, Washington University Olin School of Business
  • MBA 2002, Washington University Olin School of Business
  • MA 2001, Washington University
  • BBA 2000, Washington University Olin Business School

Academic/Professional Activities

  • Member, AAA Working Group
  • Member, AFA
  • Conference-Related, DSGE Conference
  • Member, ISBA
  • Referee, JEDC
  • Referee, JEF
  • Member, Olin MSF Program
  • Conference-Related, RGA Actuarial Seminars
  • Member, SCE
  • Conference-Related, SEC Conference
  • Conference-Related, SNDE Conference
  • Conference-Related, FOMC Briefing

Awards/Honors

  • Beta Gamma Sigma Honor Society member, Beta Gamma Sigma Honor Society
  • Certified winner of math and professional chess contests
  • Dean's List Olin Business School
  • Golden Key National Honor Society
  • J. Ramsey Best Paper Prize, Society for Nonlinear Dynamics & Econometrics , 2006
  • Washington University Doctoral Research/Teaching Assistantship, 2001
  • Washington University Doctoral Fellowship, 2000

Teaching Interests

Finance/Investments - Option Pricing; Statistics/Econometrics

Research Interests

Financial Econometrics, Bayesian statistics and econometrics, Markov chain Monte Carlo methods for State-Space models.

Personal Interests

Hobbies include body-building, semi-scientific literature in relativity theory, cosmology, quantum mechanics, AI and DNA research, and quantum computing. He has been a professional chess player since early childhood.

Selected Publications

  • "Indeterminancy, change point and the prize puzzle in an estimated DSGE model", Journal of Economic Dynamics & Control, 624-648, 2009
  • "Discrete Monetary Policy Changes and Changing Inflation Target in estimated DSGE model", Federal Reserve Bank of St. Louis Review, Issue 6, with M Dueker, 2005

Contact

Anatoliy Belaygorod